A prelude is a short piece of music for a musical instrument. It is called a prelude because it is supposed to be played before something else (Latin pre=before; ludere=to play).
Preludes started when lutenists (people who played the lute) improvised (which means playing while making it up as they were going along) a simple piece before a concert so that they could check whether their instrument was in tune. During the 16th century composers often wrote pieces which they called a “prelude” which was often a separate piece of music. These were often for lute, guitar or cittern. By the early 18th century the prelude was often a piece of music which was followed by a fugue. Johann Sebastian Bach wrote lots of pieces called “Prelude and Fugue”. Many of them are for organ. Forty-eight of them are from a collection called the Welltempered Clavier. The first prelude in this collection is very famous. It sounds like an improvisation. It consists of gentle broken chords like a lutenist might play. (This is the piece that Charles Gounod later used for his Ave Maria.) Preludes were also pieces which were followed by a series of dance movements (a “suite”).
In the Classical period, not many composers wrote preludes. More preludes were composed in the 19th century (the period of Romanticism). Frédéric Chopin wrote a collection of short piano pieces which he called “Preludes”. They are not pieces to be followed by anything; they are just separate pieces of music. Chopin’s Preludes have some of his greatest music. Some are not too difficult to play, but others are very hard (virtuoso). Other composers like Alexander Scriabin, Karol Szymanowski, Sergei Rachmaninoff, Claude Debussy and Olivier Messiaen wrote similar preludes.
Some Romantic composers were inspired by the music of Bach and they started writing Preludes and Fugues for organ. Felix Mendelssohn, Franz Liszt and Max Reger wrote some. In the 20th century Dmitri Shostakovich wrote a collection of Preludes and Fugues for piano.
There are also examples of 19th century composers who wrote short pieces for orchestra called “Preludes”. Sometimes, they wrote a short orchestral introduction to an opera which they called Prelude (or German: “Vorspiel”) instead of the usual word “overture”.